-21.6%
SAP vs CRS
+83.0%
-104.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | -0.5% | +0.3% | -0.3% |
| 30D | +0.3% | -18.1% | +18.4% | -0.1% |
| 3M | +16.9% | -12.4% | +29.3% | +15.6% |
| 6M | +6.3% | +15.9% | -9.6% | +3.5% |
| YTD | -12.4% | +45.8% | -58.2% | -16.0% |
| 1Y | -21.6% | +87.8% | -109.4% | -26.5% |
| All | -21.6% | +83.0% | -104.6% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling